Wavelets and multifractal formalism for singular signals: Application to turbulence data JF Muzy, E Bacry, A Arneodo Physical review letters 67 (25), 3515, 1991 | 1056 | 1991 |
The multifractal formalism revisited with wavelets JF Muzy, E Bacry, A Arneodo International Journal of Bifurcation and Chaos 4 (02), 245-302, 1994 | 830 | 1994 |
Multifractal formalism for fractal signals: The structure-function approach versus the wavelet-transform modulus-maxima method JF Muzy, E Bacry, A Arneodo Physical review E 47 (2), 875, 1993 | 826 | 1993 |
The thermodynamics of fractals revisited with wavelets A Arneodo, E Bacry, JF Muzy Physica A: Statistical Mechanics and its Applications 213 (1-2), 232-275, 1995 | 739 | 1995 |
Hawkes processes in finance E Bacry, I Mastromatteo, JF Muzy Market Microstructure and Liquidity 1 (01), 1550005, 2015 | 631 | 2015 |
Multifractal random walk E Bacry, J Delour, JF Muzy Physical review E 64 (2), 026103, 2001 | 594 | 2001 |
Singularity spectrum of fractal signals from wavelet analysis: Exact results E Bacry, JF Muzy, A Arneodo Journal of statistical physics 70, 635-674, 1993 | 556 | 1993 |
Characterizing long-range correlations in DNA sequences from wavelet analysis A Arneodo, E Bacry, PV Graves, JF Muzy Physical Review Letters 74 (16), 3293, 1995 | 509 | 1995 |
Modelling fluctuations of financial time series: from cascade process to stochastic volatility model JF Muzy, J Delour, E Bacry The European Physical Journal B-Condensed Matter and Complex Systems 17, 537-548, 2000 | 414 | 2000 |
Modelling microstructure noise with mutually exciting point processes E Bacry, S Delattre, M Hoffmann, JF Muzy Quantitative finance 13 (1), 65-77, 2013 | 339 | 2013 |
Log-infinitely divisible multifractal processes E Bacry, JF Muzy Communications in Mathematical Physics 236, 449-475, 2003 | 335 | 2003 |
Harmonic decomposition of audio signals with matching pursuit R Gribonval, E Bacry IEEE Transactions on signal processing 51 (1), 101-111, 2003 | 329 | 2003 |
Ondelettes, multifractales et turbulences: de l'ADN aux croissances cristallines A Arneodo, F Argoul, E Bacry, J Elezgaray, JF Muzy Diderot, Arts et Sciences, 1995 | 263 | 1995 |
Some limit theorems for Hawkes processes and application to financial statistics E Bacry, S Delattre, M Hoffmann, JF Muzy Stochastic Processes and their Applications 123 (7), 2475-2499, 2013 | 248 | 2013 |
Random cascades on wavelet dyadic trees A Arneodo, E Bacry, JF Muzy Journal of Mathematical Physics 39 (8), 4142-4164, 1998 | 241 | 1998 |
Non-parametric kernel estimation for symmetric Hawkes processes. Application to high frequency financial data E Bacry, K Dayri, JF Muzy The European Physical Journal B 85, 1-12, 2012 | 240 | 2012 |
Audio denoising by time-frequency block thresholding G Yu, S Mallat, E Bacry IEEE Transactions on Signal processing 56 (5), 1830-1839, 2008 | 238 | 2008 |
Wavelet based fractal analysis of DNA sequences A Arneodo, Y d'Aubenton-Carafa, E Bacry, PV Graves, JF Muzy, ... Physica D: Nonlinear Phenomena 96 (1-4), 291-320, 1996 | 228 | 1996 |
A wavelet based space-time adaptive numerical method for partial differential equations E Bacry, S Mallat, G Papanicolaou ESAIM: Mathematical Modelling and Numerical Analysis 26 (7), 793-834, 1992 | 215 | 1992 |
Hawkes model for price and trades high-frequency dynamics E Bacry, JF Muzy Quantitative Finance 14 (7), 1147-1166, 2014 | 208 | 2014 |